Under Linux, at always warns you that it will execute the specified commands with /bin/sh, rather than your favorite shell. You cannot suppress this message, it's hard-coded in the source code.

The command you pass is interpreted by /bin/sh. This command can be the path to a script if you like; then /bin/sh will execute the script program, causing the script's interpreter to be launched and to interpret the script. The language of the script is completely independent of the program that starts it. So if for example you want to execute a bash script (i.e. a script that begins with #!/bin/bash), just pass the path to the script to at and ignore the irrelevant message.